-84.0%
TTD vs DE
+75.0%
-158.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -4.6% | -3.0% | -1.6% | -4.0% |
| 30D | +3.7% | +11.1% | -7.5% | +1.4% |
| 3M | -30.2% | +17.6% | -47.8% | -32.9% |
| 6M | -51.4% | +13.6% | -65.0% | -53.0% |
| YTD | -63.4% | +46.3% | -109.7% | -69.2% |
| 1Y | -73.5% | +44.2% | -117.7% | -77.7% |
| All | -84.0% | +75.0% | -158.9% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling